Herbs can be potent and have real interactions with pharmaceutical drugs. Therefore, it is important to discuss with your practitioner (the one who prescribed you with the anti-depressant and/or the one who suggested you take St. John's Wort if they are not in fact the same practitioner) the potential interactions of these two substances. The National Institute of Mental Health notes that taking St. John's Wort can reduce the effectiveness of other drug interventions like those used to treat AIDS, heart disease, organ transplant rejections, seizure and certain cancers. I am not noting these to be an alarmist, just to highlight the importance of discussing taking St. John's Wort with your doctor. You should always discuss potential interactions with your doctor when introducing a new substance, drug or herb, with the other drugs you are taking.
Also, if you are wanting to transition from your anti-depressant to St. John's Wort, you'll want to discuss with him/her how to wean yourself off of the drug, as stopping any drug 'cold-turkey' can have unwanted side effects. Better to wean yourself off of the drug and then introduce the herb, or lightly overlap the two, but again, only under the eye of an experienced practitioner.